#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Models.Marketmodels;
namespace Cephei.QL.Models.Marketmodels.Curvestates
{
    /// <summary> 
	/// ! %Curve state for constant-maturity-swap market models
	/// </summary>
    [Guid ("88C49D0C-962A-4b25-8B32-3ED3556A27B8"),ComVisible(true)]
	public interface ICMSwapCurveState : Cephei.QL.Models.Marketmodels.ICurveState
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Double CmSwapAnnuity(UInt64 numeraire, UInt64 i, UInt64 spanningForwards);
        /// <summary> 
		/// 
		/// </summary>
		 Double CmSwapRate(UInt64 i, UInt64 spanningForwards);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.Core.IVector<Double> CmSwapRates(UInt64 spanningForwards);
        /// <summary> 
		/// 
		/// </summary>
		 Double CoterminalSwapAnnuity(UInt64 numeraire, UInt64 i);
        /// <summary> 
		/// 
		/// </summary>
		 Double CoterminalSwapRate(UInt64 i);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.Core.IVector<Double> CoterminalSwapRates {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double DiscountRatio(UInt64 i, UInt64 j);
        /// <summary> 
		/// 
		/// </summary>
		 Double ForwardRate(UInt64 i);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.Core.IVector<Double> ForwardRates {get;}
        /// <summary> 
		/// 
		/// </summary>
		 ICMSwapCurveState SetOnCMSwapRates(Cephei.Core.IVector<Double> cmSwapRates, Microsoft.FSharp.Core.FSharpOption<UInt64> firstValidIndex);
    }   

    /// <summary> 
	/// ! %Curve state for constant-maturity-swap market models Factory
	/// </summary>
   	[ComVisible(true)]
    public interface ICMSwapCurveState_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    ICMSwapCurveState Create (Cephei.Core.IVector<Double> rateTimes, UInt64 spanningForwards);
    }
}

